Anic Equity¶

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Total return since start: 0.691 %¶

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Equity now: -----------------------------> 51646.38 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48447.32 Kr¶

PnL: ---------------------------------------> -640.25 Kr¶

DD now: ---------------------------------> -0.574 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 16:30:17.111514'

Anic Portfolio¶

Today¶

Return: 0.014 %¶

This Week¶

Return: 8.667 %¶

Total¶

Return: 69.077 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HMS Networks 2 4.110000 810.400000 137.400000 20.420000 673.000000
Nordea Bank Abp 29 1.250000 3575.700000 121.700000 3.520000 3453.999992
FM Mattsson Mora Group B 54 -3.630000 3299.400000 119.400000 3.750000 3180.000006
Fasadgruppen Group 38 1.640000 4233.200000 92.200000 2.230000 4140.999992
HEBA B 70 1.570000 2716.000000 80.000000 3.030000 2636.000010
SAAB B 8 0.910000 3448.000000 71.000000 2.100000 3377.000000
Swedbank A 3 3.290000 621.000000 57.000000 10.110000 564.000000
Resurs Holding 22 1.370000 619.740000 45.740000 7.970000 573.999998
MedCap 2 -0.430000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 3.400000 392.800000 37.800000 10.650000 355.000000
AcadeMedia 12 -0.410000 588.960000 31.960000 5.740000 557.000004
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Intrum 4 2.410000 552.400000 25.400000 4.820000 527.000000
OEM International B 7 1.290000 549.500000 21.500000 4.070000 527.999997
Sampo Oyj SDB 7 1.100000 3864.000000 14.000000 0.360000 3850.000000
Securitas B 6 1.910000 582.960000 12.960000 2.270000 570.000000
Eastnine 4 0.480000 503.200000 12.200000 2.480000 491.000000
Coor Service Management Hold. 8 1.420000 541.600000 9.600000 1.800000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.920000 567.000000 5.000000 0.890000 562.000005
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Corem Property Group B 59 2.770000 579.380000 2.380000 0.410000 576.999999
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.690000 548.000000 2.000000 0.370000 546.000000
Boozt 12 1.550000 1656.000000 2.000000 0.120000 1653.999996
Samhällsbyggnadsbo. i Norden D 12 0.190000 247.680000 1.680000 0.680000 246.000000
Midsona B 63 0.330000 577.080000 -5.920000 -1.020000 582.999984
CTEK 13 1.430000 507.000000 -27.000000 -5.060000 533.999999
International Petroleum Corp. 5 -0.800000 558.000000 -36.570000 -6.150000 594.565215
Essity B 2 -1.980000 534.600000 -39.400000 -6.860000 574.000000
Vivesto 1368 -0.100000 560.330000 -52.670000 -8.590000 612.999432
Essity A 4 -1.650000 1074.000000 -75.000000 -6.530000 1149.000000
Beijer Electronics Group 27 -1.260000 2964.600000 -119.400000 -3.870000 3083.999994
OX2 22 4.350000 1846.900000 -142.100000 -7.140000 1989.000002
Axfood 15 -4.460000 3853.500000 -446.500000 -10.380000 4300.000005
Ovzon 64 -2.260000 3321.600000 -674.400000 -16.880000 3996.000000
TOTAL 48447.070000 -640.500000 -0.57417% 49087.564636

Updated:¶

'2023-02-01 16:29:07.615171'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶